Breakwave Tanker Shipping ETF (BWET) Options History
Historical options analytics archive for BWET with monthly max pain, implied volatility, gamma exposure, and put/call data.
40 months of complete options data available.
BWET monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for BWET. Volatility and put/call columns are averages across trading days within the month; max pain, net GEX, and net DEX are the end-of-month values (last trading day of the month).
| Month | Days | Avg ATM IV | Avg IV Rank | End Max Pain | End Net GEX | End Net DEX | Avg P/C |
|---|---|---|---|---|---|---|---|
| 2026-09 | 21 | 122.0% | 45.6% | $630.00 | $627.0K | -$65.0M | 1.23 |
| 2026-08 | 21 | 102.0% | 33.7% | $315.00 | $113.0K | -$8.5M | 4.65 |
| 2026-07 | 22 | 132.2% | 51.7% | $200.00 | $7.4K | -$7.9M | 8.69 |
| 2026-06 | 20 | 135.9% | 53.9% | $190.00 | -$61.0K | $2.6M | 2.56 |
| 2026-05 | 20 | 147.9% | 63.2% | $140.00 | -$13.4K | -$575.6K | 2.87 |
| 2026-04 | 21 | 171.4% | 72.9% | $130.00 | -$10.4K | -$1.9M | 1.55 |
This archive aggregates BWET's daily end-of-day options snapshots into monthly summaries, spanning 2023-06 through 2026-09. Each month rolls up the underlying snapshot archive, which provides continuous end-of-day coverage from 2007 to present: implied-volatility levels, IV rank, and the put/call ratio are time-averaged across the month; total call and put volume are summed; and dealer positioning (net gamma and delta exposure) and the max-pain strike are taken at the month's final trading day. The result is a long-horizon view of how BWET option pricing, volatility regime, and dealer hedging pressure evolved month over month, useful for backtesting strategy assumptions and for studying volatility-regime shifts around earnings and macro events. The most recent aggregated month (2026-09) shows an average ATM implied volatility near 122.0%, a month-end max-pain strike around $630.00, an average put/call ratio of 1.23.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep
2025
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2024
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2023
Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked BWET history questions
- How much options history is available for BWET?
- This archive holds 40 months of BWET options analytics, spanning 2023-06 through 2026-09. Each entry is a monthly rollup of BWET's daily end-of-day options snapshot record, which provides continuous coverage from 2007 to present. Use the year-grouped links on this page to jump to any specific month within the BWET archive.
- What data does each monthly BWET aggregate contain?
- Every monthly row summarizes that month of BWET option activity: time-averaged ATM implied volatility and IV rank, the month-end max-pain strike, end-of-month net dealer gamma (GEX) and delta (DEX) exposure, the average put/call ratio, and total call and put volume. For example, 2026-09 recorded an average ATM implied volatility near 122.0%, an average IV rank of 45.6%, a month-end max-pain strike around $630.00, an average put/call ratio of 1.23.
- How is the BWET options-history archive built and how often does it update?
- The archive is derived from BWET's daily end-of-day options snapshots, which capture spot, the full listed chain, implied volatility, and dealer-positioning exposures each trading day. Those daily records are rolled up into the monthly summaries shown here and refreshed as new end-of-day data lands. Traders use the long-horizon view to backtest strategy assumptions, study how BWET's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.